Introduction

The following document demonstrates manual and automatic tabsetting to display multiple model results more efficiently.

It does so by defining the following functions:

gen_p(df, results = TRUE) # Displays plot.isatpanel, plot_grid.isatpanel, and raw estimation results for each model in a passed data frame of models.

convert(mod) # Converts a data frame of models into the input data for plot_grid.isatpanel. Used to display overview of multiple models of the same outcome variable. Used in plot_comp.

plot_comp(mod, panel = "country", na.rm = FALSE) # Displays an overview of multiple models of same outcome variable grouped by model or country. Default grouping is by country.

convert_mult(mod) # Converts a data frame of models into the input data for plot_grid.isatpanel. Used to display overview of multiple models of the different outcome variables for one country. Used in plot_country (and plot_country2).

plot_country(cmod, country, na.rm = FALSE) # Displays an overview of multiple models of multiple outcome variables for one country.

Additional functions:

f() # Used to define cleaner x-axis breaks in gen_p().

plot_country2() # Similar to plot_country() but uses a different ggplot method. User needs to specify number of outcome variables which gives less flexibility.

Overview: Emissions Data

The document uses the example data from EUJRC and Moritz’ getspanel vignette.

#Loading data:

EU15 <- c("Austria", "Belgium", "Germany", "Denmark", "Spain", "Finland", 
          "France",  "Greece", "Ireland", "Italy", "Luxembourg", "Netherlands",
          "Portugal",  "Sweden", "United Kingdom")

data(EU_emissions_road)

em_dat <- EU_emissions_road %>% 
  tibble %>% 
  filter(country %in% EU15 & year >= 1990) %>% 
  mutate(gdp_sq = gdp^2,
         lgdp_sq = lgdp^2)

Below, an overview of road transport emissions by country.

em_dat %>%
  select(country, year, transport.emissions) %>%
  ggplot(aes(x = year, y = transport.emissions, color = country)) +
  geom_line() +
  facet_wrap(~country, scales = "free") +
  scale_color_viridis(discrete = TRUE) +
  labs(x = "Year", y = "Emissions", title = "Emissions from Road Transport")+
  theme_minimal() +
  theme(legend.position = "none", strip.background = element_rect(fill = alpha("aliceblue", 0.5)))

Tabset Multiple Results Manually

Tabset manually by setting {.tabset} at the level above where you want your tabs to appear. Each code chunk to be displayed as a tab requires one more # sign in its title but no {.tabset} if it is the last level of tabs. You can specify which tab you wish to be displayed automatically by specifying {.active} in its chunk title.

Model results used below are run using isatpanel. The RMarkdown script includes the code (commented out) used to run the models but uses the saved dataframes of model results to reduce run time of RMarkdown document.

Model 1

1990-2018

AR = 0

## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 0"
## 
## Date: Fri Dec  2 17:30:35 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 435 
## Sample: 1 to 435 
## 
## SPECIFIC mean equation:
## 
##                                coef   std.error   t-stat   p-value    
## lgdp                      0.7663644   0.0506287  15.1370 < 2.2e-16 ***
## lpop                      0.2626957   0.1207029   2.1764 0.0301485 *  
## idBelgium                 0.1012442   0.0288979   3.5035 0.0005145 ***
## idDenmark                -0.2194830   0.0489519  -4.4837 9.758e-06 ***
## idFinland                 0.1992547   0.0472629   4.2159 3.120e-05 ***
## idFrance                 -0.0130024   0.2016102  -0.0645 0.9486121    
## idGermany                -0.0228939   0.2320945  -0.0986 0.9214763    
## idGreece                  0.0258248   0.0470670   0.5487 0.5835494    
## idIreland                 0.0029793   0.0779674   0.0382 0.9695388    
## idItaly                  -0.0577333   0.1960687  -0.2945 0.7685730    
## idLuxembourg              1.0059118   0.3040219   3.3087 0.0010278 ** 
## idNetherlands            -0.1008754   0.0682019  -1.4791 0.1399585    
## idPortugal               -0.0682271   0.0531670  -1.2833 0.2001910    
## idSpain                   0.1065644   0.1694489   0.6289 0.5298041    
## idSweden                  0.0524370   0.0205095   2.5567 0.0109587 *  
## idUnitedKingdom           0.0576848   0.2004002   0.2878 0.7736215    
## time1990                -14.7938099   1.5423681  -9.5916 < 2.2e-16 ***
## time1991                -14.7697401   1.5429729  -9.5723 < 2.2e-16 ***
## time1992                -14.7392675   1.5435299  -9.5491 < 2.2e-16 ***
## time1993                -14.7288981   1.5439826  -9.5395 < 2.2e-16 ***
## time1994                -14.7463623   1.5446267  -9.5469 < 2.2e-16 ***
## time1995                -14.7629387   1.5451900  -9.5541 < 2.2e-16 ***
## time1996                -14.7346062   1.5457939  -9.5321 < 2.2e-16 ***
## time1997                -14.7483834   1.5463927  -9.5373 < 2.2e-16 ***
## time1998                -14.7227683   1.5469561  -9.5172 < 2.2e-16 ***
## time1999                -14.7346164   1.5468073  -9.5258 < 2.2e-16 ***
## time2000                -14.7332137   1.5476868  -9.5195 < 2.2e-16 ***
## time2001                -14.7370956   1.5479933  -9.5201 < 2.2e-16 ***
## time2002                -14.7428133   1.5487176  -9.5194 < 2.2e-16 ***
## time2003                -14.7214257   1.5493161  -9.5019 < 2.2e-16 ***
## time2004                -14.7160767   1.5500758  -9.4938 < 2.2e-16 ***
## time2005                -14.7284332   1.5508132  -9.4972 < 2.2e-16 ***
## time2006                -14.7490377   1.5516578  -9.5053 < 2.2e-16 ***
## time2007                -14.7761526   1.5528969  -9.5152 < 2.2e-16 ***
## time2008                -14.8038536   1.5535250  -9.5292 < 2.2e-16 ***
## time2009                -14.8060288   1.5537604  -9.5292 < 2.2e-16 ***
## time2010                -14.8303115   1.5543385  -9.5412 < 2.2e-16 ***
## time2011                -14.8612105   1.5547387  -9.5587 < 2.2e-16 ***
## time2012                -14.9097874   1.5550490  -9.5880 < 2.2e-16 ***
## time2013                -14.9120424   1.5554587  -9.5869 < 2.2e-16 ***
## time2014                -14.9312665   1.5560203  -9.5958 < 2.2e-16 ***
## time2015                -14.9209326   1.5551890  -9.5943 < 2.2e-16 ***
## time2016                -14.9169900   1.5558342  -9.5878 < 2.2e-16 ***
## time2017                -14.9341111   1.5564875  -9.5948 < 2.2e-16 ***
## time2018                -14.9502892   1.5570684  -9.6016 < 2.2e-16 ***
## fesisAustria.2002         0.1935381   0.0169425  11.4232 < 2.2e-16 ***
## fesisGermany.2001        -0.1374905   0.0182891  -7.5176 4.128e-13 ***
## fesisFinland.1996        -0.1928750   0.0211932  -9.1008 < 2.2e-16 ***
## fesisFrance.2003         -0.1004992   0.0167451  -6.0017 4.598e-09 ***
## fesisUnitedKingdom.2000  -0.1780926   0.0176899 -10.0675 < 2.2e-16 ***
## fesisGreece.2007          0.1192454   0.0175150   6.8082 3.923e-11 ***
## fesisIreland.1999         0.1291933   0.0254213   5.0821 5.895e-07 ***
## fesisIreland.2015        -0.2412340   0.0286132  -8.4309 7.421e-16 ***
## fesisLuxembourg.2001      0.2280854   0.0212000  10.7587 < 2.2e-16 ***
## fesisLuxembourg.2015     -0.2002461   0.0285375  -7.0170 1.063e-11 ***
## fesisNetherlands.1998    -0.1156029   0.0186243  -6.2071 1.427e-09 ***
## fesisPortugal.1994        0.1773738   0.0278106   6.3779 5.273e-10 ***
## fesisPortugal.2000        0.1501882   0.0208750   7.1946 3.418e-12 ***
## fesisSweden.2000         -0.1590114   0.0181059  -8.7823 < 2.2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                   Chi-sq df   p-value    
## Ljung-Box AR(1)   129.87  1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 101.07  1 < 2.2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.04155
## R-squared          0.99869
## Log-lik.(n=435)  795.93262
AR = 1

## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 1"
## 
## Date: Fri Dec  2 17:30:31 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 420 
## Sample: 1 to 420 
## 
## SPECIFIC mean equation:
## 
##                             coef   std.error  t-stat   p-value    
## ar1                   0.88528050  0.01745101 50.7295 < 2.2e-16 ***
## lgdp                 -0.09550202  0.65163571 -0.1466 0.8835617    
## lpop                  0.23193648  1.09217937  0.2124 0.8319429    
## idBelgium             0.01258129  0.00834816  1.5071 0.1326496    
## idDenmark            -0.07858603  0.01223487 -6.4231 4.129e-10 ***
## idFinland            -0.08173990  0.01227239 -6.6605 9.962e-11 ***
## idFrance              0.19237473  0.03289954  5.8473 1.103e-08 ***
## idGermany             0.21874144  0.03719684  5.8806 9.179e-09 ***
## idGreece             -0.02586235  0.00935608 -2.7642 0.0059928 ** 
## idIreland            -0.13223534  0.02515574 -5.2567 2.492e-07 ***
## idItaly               0.17492934  0.03059866  5.7169 2.245e-08 ***
## idLuxembourg         -0.07455192  0.04308468 -1.7304 0.0844047 .  
## idNetherlands         0.03610110  0.01108247  3.2575 0.0012285 ** 
## idPortugal           -0.03069063  0.00860985 -3.5646 0.0004124 ***
## idSpain               0.15328548  0.02526374  6.0674 3.231e-09 ***
## idSweden             -0.01674611  0.00752376 -2.2258 0.0266351 *  
## idUnitedKingdom       0.18466267  0.03188375  5.7917 1.495e-08 ***
## time1991             -0.01461174  0.17603789 -0.0830 0.9338940    
## time1992             -0.00287990  0.17454622 -0.0165 0.9868449    
## time1993             -0.02768901  0.18011799 -0.1537 0.8779092    
## time1994             -0.01737107  0.16886828 -0.1029 0.9181241    
## time1995             -0.02350998  0.15340681 -0.1533 0.8782831    
## time1996              0.00063190  0.13977396  0.0045 0.9963954    
## time1997             -0.01160395  0.12753633 -0.0910 0.9275536    
## time1998              0.02493804  0.10587088  0.2356 0.8139118    
## time1999              0.00750765  0.08531997  0.0880 0.9299292    
## time2000              0.00876980  0.06645549  0.1320 0.8950841    
## time2001              0.00851195  0.06247906  0.1362 0.8917086    
## time2002              0.01283366  0.05724930  0.2242 0.8227483    
## time2003              0.01988948  0.05648588  0.3521 0.7249542    
## time2004              0.02725876  0.04587865  0.5941 0.5527775    
## time2005              0.00749415  0.03906311  0.1918 0.8479677    
## time2006              0.01562216  0.02314585  0.6749 0.5001348    
## time2007              0.02020537  0.00941655  2.1457 0.0325483 *  
## time2008             -0.00805459  0.01069177 -0.7533 0.4517242    
## time2009             -0.03276626  0.02457650 -1.3332 0.1832792    
## time2010              0.00751987  0.01628200  0.4619 0.6444606    
## time2011             -0.00710563  0.00927727 -0.7659 0.4442162    
## time2012             -0.04726441  0.00907221 -5.2098 3.155e-07 ***
## time2013             -0.00542721  0.01028975 -0.5274 0.5982071    
## time2014             -0.00993624  0.01296186 -0.7666 0.4438257    
## time2015             -0.00079057  0.01752685 -0.0451 0.9640470    
## time2016              0.01403596  0.01615144  0.8690 0.3854015    
## fesisGreece.2009      0.13363696  0.02999151  4.4558 1.111e-05 ***
## fesisGreece.2010     -0.24313132  0.03359649 -7.2368 2.695e-12 ***
## fesisGreece.2013      0.09814699  0.02096816  4.6808 4.024e-06 ***
## fesisIreland.1996     0.09187789  0.01734029  5.2985 2.015e-07 ***
## fesisIreland.2008    -0.08734939  0.01738372 -5.0248 7.880e-07 ***
## fesisIreland.2012     0.06840130  0.01830729  3.7363 0.0002164 ***
## fesisLuxembourg.1992 -0.11938817  0.03125344 -3.8200 0.0001566 ***
## fesisLuxembourg.1999  0.09807897  0.01606874  6.1037 2.630e-09 ***
## fesisLuxembourg.2006 -0.05450585  0.01434315 -3.8001 0.0001692 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                    Chi-sq df p-value  
## Ljung-Box AR(1)   0.48169  1 0.48766  
## Ljung-Box ARCH(1) 5.47965  1 0.01924 *
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.02810
## R-squared          0.99939
## Log-lik.(n=420)  930.28199

2000-2018

AR = 0

## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 0"
## 
## Date: Fri Dec  2 17:30:18 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 285 
## Sample: 1 to 285 
## 
## SPECIFIC mean equation:
## 
##                           coef std.error  t-stat   p-value    
## lgdp                  0.679439  0.070053  9.6989 < 2.2e-16 ***
## lpop                 -0.028585  0.144830 -0.1974  0.843706    
## idBelgium             0.048730  0.033558  1.4521  0.147753    
## idDenmark            -0.505111  0.055463 -9.1072 < 2.2e-16 ***
## idFinland            -0.321840  0.053736 -5.9892 7.540e-09 ***
## idFrance              0.513965  0.238704  2.1531  0.032292 *  
## idGermany             0.633429  0.273361  2.3172  0.021326 *  
## idGreece             -0.047797  0.056237 -0.8499  0.396202    
## idIreland            -0.256188  0.078841 -3.2494  0.001320 ** 
## idItaly               0.516216  0.230263  2.2418  0.025874 *  
## idLuxembourg         -0.046897  0.349700 -0.1341  0.893429    
## idNetherlands        -0.098679  0.079675 -1.2385  0.216721    
## idPortugal            0.135504  0.062168  2.1796  0.030245 *  
## idSpain               0.584633  0.201831  2.8966  0.004116 ** 
## idSweden             -0.197843  0.019989 -9.8974 < 2.2e-16 ***
## idUnitedKingdom       0.482743  0.235189  2.0526  0.041185 *  
## time2000             -7.661505  1.874309 -4.0876 5.925e-05 ***
## time2001             -7.655665  1.875209 -4.0826 6.048e-05 ***
## time2002             -7.645101  1.876064 -4.0751 6.233e-05 ***
## time2003             -7.618190  1.877196 -4.0583 6.667e-05 ***
## time2004             -7.619167  1.877770 -4.0576 6.687e-05 ***
## time2005             -7.627545  1.878770 -4.0599 6.625e-05 ***
## time2006             -7.642978  1.880013 -4.0654 6.480e-05 ***
## time2007             -7.656913  1.881286 -4.0700 6.360e-05 ***
## time2008             -7.682551  1.881927 -4.0823 6.055e-05 ***
## time2009             -7.693643  1.882291 -4.0874 5.932e-05 ***
## time2010             -7.714708  1.883091 -4.0968 5.710e-05 ***
## time2011             -7.743734  1.883589 -4.1112 5.388e-05 ***
## time2012             -7.798687  1.883998 -4.1394 4.804e-05 ***
## time2013             -7.806714  1.884384 -4.1428 4.738e-05 ***
## time2014             -7.822803  1.885162 -4.1497 4.608e-05 ***
## time2015             -7.814795  1.884480 -4.1469 4.660e-05 ***
## time2016             -7.807244  1.885375 -4.1410 4.774e-05 ***
## time2017             -7.820405  1.886330 -4.1458 4.680e-05 ***
## time2018             -7.833083  1.887177 -4.1507 4.589e-05 ***
## fesisAustria.2013     0.108586  0.019579  5.5461 7.608e-08 ***
## fesisGermany.2003    -0.137010  0.026605 -5.1499 5.388e-07 ***
## fesisGermany.2012     0.100080  0.022063  4.5361 9.006e-06 ***
## fesisGreece.2009      0.101710  0.021674  4.6926 4.506e-06 ***
## fesisIreland.2015    -0.177689  0.030590 -5.8088 1.963e-08 ***
## fesisLuxembourg.2004  0.163707  0.024391  6.7119 1.344e-10 ***
## fesisLuxembourg.2015 -0.161329  0.027475 -5.8720 1.407e-08 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                   Chi-sq df   p-value    
## Ljung-Box AR(1)   93.405  1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 19.584  1 9.625e-06 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.03782
## R-squared          0.99882
## Log-lik.(n=285)  549.98699
AR = 1

## [1] "Formula: ltransport.emissions ~ lgdp + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 1"
## 
## Date: Fri Dec  2 17:30:16 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 270 
## Sample: 1 to 270 
## 
## SPECIFIC mean equation:
## 
##                         coef  std.error  t-stat   p-value    
## ar1                0.7590600  0.0336005 22.5907 < 2.2e-16 ***
## lgdp              -0.0799424  0.7023607 -0.1138 0.9094784    
## lpop               0.2850905  1.1772401  0.2422 0.8088617    
## idBelgium          0.0236976  0.0111861  2.1185 0.0351885 *  
## idDenmark         -0.1694091  0.0236311 -7.1689 9.829e-12 ***
## idFinland         -0.1682512  0.0242368 -6.9420 3.774e-11 ***
## idFrance           0.3970204  0.0589506  6.7348 1.259e-10 ***
## idGermany          0.4146755  0.0673702  6.1552 3.229e-09 ***
## idGreece          -0.0612337  0.0152487 -4.0157 7.988e-05 ***
## idIreland         -0.1629918  0.0240559 -6.7755 9.953e-11 ***
## idItaly            0.3602147  0.0544599  6.6143 2.510e-10 ***
## idLuxembourg      -0.3058055  0.0435577 -7.0207 2.374e-11 ***
## idNetherlands      0.0710870  0.0162048  4.3868 1.740e-05 ***
## idPortugal        -0.0806072  0.0130102 -6.1957 2.590e-09 ***
## idSpain            0.3164211  0.0470174  6.7299 1.295e-10 ***
## idSweden          -0.0364646  0.0103835 -3.5118 0.0005340 ***
## idUnitedKingdom    0.3838075  0.0567188  6.7668 1.047e-10 ***
## time2001           0.0218539  0.0673407  0.3245 0.7458281    
## time2002           0.0284044  0.0617150  0.4603 0.6457627    
## time2003           0.0379778  0.0609098  0.6235 0.5335575    
## time2004           0.0481048  0.0495143  0.9715 0.3322862    
## time2005           0.0315242  0.0422323  0.7464 0.4561466    
## time2006           0.0361094  0.0252272  1.4314 0.1536592    
## time2007           0.0410347  0.0108454  3.7836 0.0001964 ***
## time2008           0.0042373  0.0122275  0.3465 0.7292514    
## time2009          -0.0239444  0.0266927 -0.8970 0.3706197    
## time2010           0.0083127  0.0176629  0.4706 0.6383432    
## time2011          -0.0079485  0.0101015 -0.7869 0.4321582    
## time2012          -0.0468823  0.0098110 -4.7785 3.120e-06 ***
## time2013          -0.0059053  0.0110911 -0.5324 0.5949276    
## time2014          -0.0109295  0.0139724 -0.7822 0.4348778    
## time2015          -0.0029540  0.0188970 -0.1563 0.8759163    
## time2016           0.0119685  0.0174145  0.6873 0.4925901    
## fesisGermany.2008  0.0527082  0.0152303  3.4607 0.0006401 ***
## fesisGreece.2009   0.1426029  0.0333214  4.2796 2.731e-05 ***
## fesisGreece.2010  -0.1949128  0.0332380 -5.8642 1.528e-08 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                   Chi-sq df  p-value   
## Ljung-Box AR(1)   10.787  1 0.001022 **
## Ljung-Box ARCH(1)  1.381  1 0.239928   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.03029
## R-squared          0.99922
## Log-lik.(n=270)  579.08783

Model 2

1990-2018

AR = 0

## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 0"
## 
## Date: Fri Dec  2 17:30:35 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 435 
## Sample: 1 to 435 
## 
## SPECIFIC mean equation:
## 
##                             coef   std.error   t-stat   p-value    
## lgdp                   6.8606668   0.3381221  20.2905 < 2.2e-16 ***
## lgdp_sq               -0.1221862   0.0063396 -19.2735 < 2.2e-16 ***
## lpop                   0.2786382   0.1319377   2.1119 0.0353513 *  
## idBelgium              0.1763162   0.0299441   5.8882 8.628e-09 ***
## idDenmark             -0.2775012   0.0533064  -5.2058 3.178e-07 ***
## idFinland              0.0490416   0.0467743   1.0485 0.2950902    
## idFrance               1.1200811   0.2227620   5.0282 7.664e-07 ***
## idGermany              1.3773496   0.2565997   5.3677 1.395e-07 ***
## idGreece              -0.0508867   0.0494664  -1.0287 0.3042727    
## idIreland             -0.2275813   0.0752137  -3.0258 0.0026495 ** 
## idItaly                0.9859809   0.2151878   4.5820 6.266e-06 ***
## idLuxembourg           0.8943936   0.3085223   2.8990 0.0039625 ** 
## idNetherlands          0.1732249   0.0702632   2.4654 0.0141307 *  
## idPortugal            -0.2032395   0.0567407  -3.5819 0.0003857 ***
## idSpain                0.6052150   0.1804230   3.3544 0.0008758 ***
## idSweden               0.1061875   0.0208440   5.0944 5.536e-07 ***
## idUnitedKingdom        1.0636148   0.2197890   4.8393 1.902e-06 ***
## time1990             -90.8073204   3.9593605 -22.9348 < 2.2e-16 ***
## time1991             -90.7773752   3.9592924 -22.9277 < 2.2e-16 ***
## time1992             -90.7426709   3.9591792 -22.9196 < 2.2e-16 ***
## time1993             -90.7343019   3.9592306 -22.9172 < 2.2e-16 ***
## time1994             -90.7392994   3.9589881 -22.9198 < 2.2e-16 ***
## time1995             -90.7438401   3.9588172 -22.9220 < 2.2e-16 ***
## time1996             -90.7103243   3.9586037 -22.9147 < 2.2e-16 ***
## time1997             -90.7097763   3.9584458 -22.9155 < 2.2e-16 ***
## time1998             -90.6998827   3.9582163 -22.9143 < 2.2e-16 ***
## time1999             -90.6873614   3.9580109 -22.9124 < 2.2e-16 ***
## time2000             -90.6713598   3.9573637 -22.9121 < 2.2e-16 ***
## time2001             -90.6581037   3.9571111 -22.9102 < 2.2e-16 ***
## time2002             -90.6564652   3.9569209 -22.9109 < 2.2e-16 ***
## time2003             -90.6251776   3.9568956 -22.9031 < 2.2e-16 ***
## time2004             -90.6062370   3.9566200 -22.8999 < 2.2e-16 ***
## time2005             -90.6080086   3.9563709 -22.9018 < 2.2e-16 ***
## time2006             -90.6116366   3.9559914 -22.9049 < 2.2e-16 ***
## time2007             -90.6154616   3.9556745 -22.9077 < 2.2e-16 ***
## time2008             -90.6423479   3.9555552 -22.9152 < 2.2e-16 ***
## time2009             -90.6679808   3.9559986 -22.9191 < 2.2e-16 ***
## time2010             -90.6824033   3.9557500 -22.9242 < 2.2e-16 ***
## time2011             -90.7074188   3.9555418 -22.9317 < 2.2e-16 ***
## time2012             -90.7730088   3.9557328 -22.9472 < 2.2e-16 ***
## time2013             -90.7753976   3.9557173 -22.9479 < 2.2e-16 ***
## time2014             -90.7861361   3.9555312 -22.9517 < 2.2e-16 ***
## time2015             -90.7754363   3.9546181 -22.9543 < 2.2e-16 ***
## time2016             -90.7607907   3.9543597 -22.9521 < 2.2e-16 ***
## time2017             -90.7638148   3.9540102 -22.9549 < 2.2e-16 ***
## time2018             -90.7684615   3.9537443 -22.9576 < 2.2e-16 ***
## fesisAustria.2002      0.1865082   0.0171255  10.8907 < 2.2e-16 ***
## fesisGermany.2003     -0.1511210   0.0198598  -7.6094 2.215e-13 ***
## fesisGermany.2012      0.1833446   0.0234963   7.8031 5.969e-14 ***
## fesisSpain.1998        0.2170839   0.0200647  10.8192 < 2.2e-16 ***
## fesisFinland.1996     -0.1276570   0.0285315  -4.4742 1.016e-05 ***
## fesisFinland.2000     -0.0989974   0.0254382  -3.8917 0.0001176 ***
## fesisIreland.1998      0.1347860   0.0249652   5.3990 1.187e-07 ***
## fesisLuxembourg.2015  -0.2271063   0.0295888  -7.6754 1.420e-13 ***
## fesisPortugal.1994     0.1706531   0.0284850   5.9910 4.863e-09 ***
## fesisPortugal.2000     0.0944763   0.0214115   4.4124 1.335e-05 ***
## fesisSweden.2000      -0.1167251   0.0181237  -6.4405 3.623e-10 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                    Chi-sq df   p-value    
## Ljung-Box AR(1)   162.871  1 < 2.2e-16 ***
## Ljung-Box ARCH(1)  87.041  1 < 2.2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.04251
## R-squared          0.99862
## Log-lik.(n=435)  784.99701
AR = 1

## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (1990:2018); p.value: 0.01; AR: 1"
## 
## Date: Fri Dec  2 17:30:38 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 420 
## Sample: 1 to 420 
## 
## SPECIFIC mean equation:
## 
##                            coef  std.error  t-stat   p-value    
## ar1                   0.8852805  0.0174510 50.7295 < 2.2e-16 ***
## lgdp                  7.0441259  8.7670782  0.8035 0.4222191    
## lgdp_sq              -0.1057660  0.1217070 -0.8690 0.3854015    
## lpop                 -6.9828706  9.2338883 -0.7562 0.4499999    
## idBelgium             0.0125813  0.0083482  1.5071 0.1326496    
## idDenmark            -0.0785860  0.0122349 -6.4231 4.129e-10 ***
## idFinland            -0.0817399  0.0122724 -6.6605 9.962e-11 ***
## idFrance              0.1923747  0.0328995  5.8473 1.103e-08 ***
## idGermany             0.2187414  0.0371968  5.8806 9.179e-09 ***
## idGreece             -0.0258624  0.0093561 -2.7642 0.0059928 ** 
## idIreland            -0.1322353  0.0251557 -5.2567 2.492e-07 ***
## idItaly               0.1749293  0.0305987  5.7169 2.245e-08 ***
## idLuxembourg         -0.0745519  0.0430847 -1.7304 0.0844047 .  
## idNetherlands         0.0361011  0.0110825  3.2575 0.0012285 ** 
## idPortugal           -0.0306906  0.0086098 -3.5646 0.0004124 ***
## idSpain               0.1532855  0.0252637  6.0674 3.231e-09 ***
## idSweden             -0.0167461  0.0075238 -2.2258 0.0266351 *  
## idUnitedKingdom       0.1846627  0.0318837  5.7917 1.495e-08 ***
## time1991             -0.2041998  0.1175847 -1.7366 0.0832911 .  
## time1992             -0.1455989  0.0953774 -1.5266 0.1277304    
## time1993             -0.1191487  0.1075236 -1.1081 0.2685352    
## time1994             -0.1181979  0.0944997 -1.2508 0.2118114    
## time1995             -0.1543421  0.0849190 -1.8175 0.0699502 .  
## time1996             -0.1565453  0.0976379 -1.6033 0.1097208    
## time1997             -0.1927053  0.1214435 -1.5868 0.1134189    
## time1998             -0.2025525  0.1810484 -1.1188 0.2639657    
## time1999             -0.2596182  0.2392287 -1.0852 0.2785302    
## time2000             -0.2917592  0.2913554 -1.0014 0.3172983    
## time2001             -0.2835872  0.2848171 -0.9957 0.3200591    
## time2002             -0.2686814  0.2768069 -0.9706 0.3323623    
## time2003             -0.2407050  0.2535008 -0.9495 0.3429775    
## time2004             -0.2294333  0.2574303 -0.8912 0.3733804    
## time2005             -0.2335346  0.2450156 -0.9531 0.3411439    
## time2006             -0.2407481  0.2760614 -0.8721 0.3837323    
## time2007             -0.2675121  0.3289162 -0.8133 0.4165641    
## time2008             -0.2947926  0.3328531 -0.8857 0.3763824    
## time2009             -0.2433248  0.2221657 -1.0952 0.2741278    
## time2010             -0.2129075  0.2410191 -0.8834 0.3776165    
## time2011             -0.2461355  0.2749697 -0.8951 0.3712991    
## time2012             -0.2634773  0.2482470 -1.0614 0.2892263    
## time2013             -0.1794958  0.1945169 -0.9228 0.3567278    
## time2014             -0.1374034  0.1374507 -0.9997 0.3181338    
## time2015             -0.0623485  0.0575048 -1.0842 0.2789726    
## fesisGreece.2009      0.1336370  0.0299915  4.4558 1.111e-05 ***
## fesisGreece.2010     -0.2431313  0.0335965 -7.2368 2.695e-12 ***
## fesisGreece.2013      0.0981470  0.0209682  4.6808 4.024e-06 ***
## fesisIreland.1996     0.0918779  0.0173403  5.2985 2.015e-07 ***
## fesisIreland.2008    -0.0873494  0.0173837 -5.0248 7.880e-07 ***
## fesisIreland.2012     0.0684013  0.0183073  3.7363 0.0002164 ***
## fesisLuxembourg.1992 -0.1193882  0.0312534 -3.8200 0.0001566 ***
## fesisLuxembourg.1999  0.0980790  0.0160687  6.1037 2.630e-09 ***
## fesisLuxembourg.2006 -0.0545058  0.0143432 -3.8001 0.0001692 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                    Chi-sq df p-value  
## Ljung-Box AR(1)   0.48169  1 0.48766  
## Ljung-Box ARCH(1) 5.47965  1 0.01924 *
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.02810
## R-squared          0.99939
## Log-lik.(n=420)  930.28199

2000-2018

AR = 0

## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 0"
## 
## Date: Fri Dec  2 17:30:18 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 285 
## Sample: 1 to 285 
## 
## SPECIFIC mean equation:
## 
##                            coef  std.error  t-stat   p-value    
## lgdp                   2.653522   0.894211  2.9674 0.0033040 ** 
## lgdp_sq               -0.036841   0.016638 -2.2143 0.0277391 *  
## lpop                  -0.072383   0.145036 -0.4991 0.6181821    
## idBelgium              0.058633   0.033590  1.7455 0.0821624 .  
## idDenmark             -0.522104   0.055555 -9.3979 < 2.2e-16 ***
## idFinland             -0.331110   0.053474 -6.1920 2.527e-09 ***
## idFrance               0.721697   0.254715  2.8333 0.0049948 ** 
## idGermany              0.881341   0.293394  3.0040 0.0029448 ** 
## idGreece              -0.029739   0.056383 -0.5274 0.5983709    
## idIreland             -0.266988   0.078367 -3.4069 0.0007693 ***
## idItaly                0.693246   0.242022  2.8644 0.0045451 ** 
## idLuxembourg           0.024928   0.348438  0.0715 0.9430245    
## idNetherlands         -0.054603   0.081511 -0.6699 0.5035687    
## idPortugal             0.157716   0.062485  2.5241 0.0122419 *  
## idSpain                0.705578   0.207545  3.3996 0.0007891 ***
## idSweden              -0.193800   0.019915 -9.7316 < 2.2e-16 ***
## idUnitedKingdom        0.682348   0.250130  2.7280 0.0068396 ** 
## time2000             -33.410452  11.776091 -2.8371 0.0049377 ** 
## time2001             -33.404224  11.776059 -2.8366 0.0049455 ** 
## time2002             -33.393857  11.776281 -2.8357 0.0049595 ** 
## time2003             -33.367027  11.776495 -2.8334 0.0049946 ** 
## time2004             -33.365663  11.775541 -2.8335 0.0049929 ** 
## time2005             -33.373646  11.775521 -2.8342 0.0049826 ** 
## time2006             -33.388483  11.775451 -2.8354 0.0049634 ** 
## time2007             -33.402164  11.775538 -2.8366 0.0049463 ** 
## time2008             -33.427094  11.775323 -2.8387 0.0049139 ** 
## time2009             -33.438806  11.775657 -2.8397 0.0049003 ** 
## time2010             -33.459301  11.775529 -2.8414 0.0048740 ** 
## time2011             -33.487458  11.775219 -2.8439 0.0048377 ** 
## time2012             -33.542964  11.775530 -2.8485 0.0047700 ** 
## time2013             -33.550744  11.775481 -2.8492 0.0047603 ** 
## time2014             -33.566626  11.775511 -2.8505 0.0047409 ** 
## time2015             -33.555336  11.773940 -2.8500 0.0047492 ** 
## time2016             -33.547276  11.773855 -2.8493 0.0047588 ** 
## time2017             -33.559599  11.773631 -2.8504 0.0047429 ** 
## time2018             -33.571792  11.773549 -2.8515 0.0047277 ** 
## fesisAustria.2013      0.104809   0.019498  5.3753 1.798e-07 ***
## fesisGermany.2003     -0.132503   0.026472 -5.0054 1.074e-06 ***
## fesisGermany.2012      0.113231   0.022679  4.9927 1.139e-06 ***
## fesisGreece.2009       0.100969   0.021505  4.6952 4.465e-06 ***
## fesisIreland.2015     -0.195659   0.031413 -6.2285 2.068e-09 ***
## fesisLuxembourg.2004   0.131244   0.028292  4.6389 5.738e-06 ***
## fesisLuxembourg.2015  -0.190399   0.030253 -6.2935 1.445e-09 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                   Chi-sq df   p-value    
## Ljung-Box AR(1)   90.089  1 < 2.2e-16 ***
## Ljung-Box ARCH(1) 17.363  1 3.088e-05 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.03752
## R-squared          0.99884
## Log-lik.(n=285)  552.75773
AR = 1

## [1] "Formula: ltransport.emissions ~ lgdp + lgdp_sq + lpop"
## [1] "EU15 (2000:2018); p.value: 0.01; AR: 1"
## 
## Date: Fri Dec  2 17:30:27 2022 
## Dependent var.: y 
## Method: Ordinary Least Squares (OLS)
## Variance-Covariance: Ordinary 
## No. of observations (mean eq.): 270 
## Sample: 1 to 270 
## 
## SPECIFIC mean equation:
## 
##                        coef std.error  t-stat   p-value    
## ar1                0.759060  0.033600 22.5907 < 2.2e-16 ***
## lgdp               6.008055  9.452181  0.6356 0.5256411    
## lgdp_sq           -0.090187  0.131224 -0.6873 0.4925901    
## lpop              -5.867013  9.955600 -0.5893 0.5562166    
## idBelgium          0.023698  0.011186  2.1185 0.0351885 *  
## idDenmark         -0.169409  0.023631 -7.1689 9.829e-12 ***
## idFinland         -0.168251  0.024237 -6.9420 3.774e-11 ***
## idFrance           0.397020  0.058951  6.7348 1.259e-10 ***
## idGermany          0.414675  0.067370  6.1552 3.229e-09 ***
## idGreece          -0.061234  0.015249 -4.0157 7.988e-05 ***
## idIreland         -0.162992  0.024056 -6.7755 9.953e-11 ***
## idItaly            0.360215  0.054460  6.6143 2.510e-10 ***
## idLuxembourg      -0.305806  0.043558 -7.0207 2.374e-11 ***
## idNetherlands      0.071087  0.016205  4.3868 1.740e-05 ***
## idPortugal        -0.080607  0.013010 -6.1957 2.590e-09 ***
## idSpain            0.316421  0.047017  6.7299 1.295e-10 ***
## idSweden          -0.036465  0.010383 -3.5118 0.0005340 ***
## idUnitedKingdom    0.383808  0.056719  6.7668 1.047e-10 ***
## time2001          -0.227220  0.307167 -0.7397 0.4602051    
## time2002          -0.211645  0.298544 -0.7089 0.4790769    
## time2003          -0.184232  0.273436 -0.6738 0.5011245    
## time2004          -0.170778  0.277688 -0.6150 0.5391522    
## time2005          -0.174002  0.264326 -0.6583 0.5110012    
## time2006          -0.182499  0.297792 -0.6128 0.5405775    
## time2007          -0.204303  0.354760 -0.5759 0.5652419    
## time2008          -0.240266  0.359015 -0.6692 0.5040046    
## time2009          -0.203489  0.239680 -0.8490 0.3967490    
## time2010          -0.179647  0.259963 -0.6910 0.4902210    
## time2011          -0.211771  0.296542 -0.7141 0.4758561    
## time2012          -0.231248  0.267707 -0.8638 0.3885757    
## time2013          -0.154334  0.209729 -0.7359 0.4625442    
## time2014          -0.119621  0.148200 -0.8072 0.4203939    
## time2015          -0.055445  0.061999 -0.8943 0.3720898    
## fesisGermany.2008  0.052708  0.015230  3.4607 0.0006401 ***
## fesisGreece.2009   0.142603  0.033321  4.2796 2.731e-05 ***
## fesisGreece.2010  -0.194913  0.033238 -5.8642 1.528e-08 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Diagnostics and fit:
## 
##                   Chi-sq df  p-value   
## Ljung-Box AR(1)   10.787  1 0.001022 **
## Ljung-Box ARCH(1)  1.381  1 0.239928   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##                           
## SE of regression   0.03029
## R-squared          0.99922
## Log-lik.(n=270)  579.08783

Tabset Multiple Results Automatically

The below requires a bit more manipulation of the estimation results display than in the manual implementation as RMarkdown cannot handle both “asis” output and verbatim text output in one chunk (when rendered within a for loop). I have provided two options here. First, using indents to trick knitr into reading text output as verbatim code rather than raw RMarkdown text.

I use purrr::iwalk in both options to iterate over the model dataframe. Another method is outlined here.

Model 1

1990:2018

AR = 0

                Date: Fri Dec  2 17:30:35 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 435       
                Sample: 1 to 435       
                      
                SPECIFIC mean equation:      
                      
                                               coef   std.error   t-stat   p-value          
                lgdp                      0.7663644   0.0506287  15.1370 < 2.2e-16 ***      
                lpop                      0.2626957   0.1207029   2.1764 0.0301485 *        
                idBelgium                 0.1012442   0.0288979   3.5035 0.0005145 ***      
                idDenmark                -0.2194830   0.0489519  -4.4837 9.758e-06 ***      
                idFinland                 0.1992547   0.0472629   4.2159 3.120e-05 ***      
                idFrance                 -0.0130024   0.2016102  -0.0645 0.9486121          
                idGermany                -0.0228939   0.2320945  -0.0986 0.9214763          
                idGreece                  0.0258248   0.0470670   0.5487 0.5835494          
                idIreland                 0.0029793   0.0779674   0.0382 0.9695388          
                idItaly                  -0.0577333   0.1960687  -0.2945 0.7685730          
                idLuxembourg              1.0059118   0.3040219   3.3087 0.0010278 **       
                idNetherlands            -0.1008754   0.0682019  -1.4791 0.1399585          
                idPortugal               -0.0682271   0.0531670  -1.2833 0.2001910          
                idSpain                   0.1065644   0.1694489   0.6289 0.5298041          
                idSweden                  0.0524370   0.0205095   2.5567 0.0109587 *        
                idUnitedKingdom           0.0576848   0.2004002   0.2878 0.7736215          
                time1990                -14.7938099   1.5423681  -9.5916 < 2.2e-16 ***      
                time1991                -14.7697401   1.5429729  -9.5723 < 2.2e-16 ***      
                time1992                -14.7392675   1.5435299  -9.5491 < 2.2e-16 ***      
                time1993                -14.7288981   1.5439826  -9.5395 < 2.2e-16 ***      
                time1994                -14.7463623   1.5446267  -9.5469 < 2.2e-16 ***      
                time1995                -14.7629387   1.5451900  -9.5541 < 2.2e-16 ***      
                time1996                -14.7346062   1.5457939  -9.5321 < 2.2e-16 ***      
                time1997                -14.7483834   1.5463927  -9.5373 < 2.2e-16 ***      
                time1998                -14.7227683   1.5469561  -9.5172 < 2.2e-16 ***      
                time1999                -14.7346164   1.5468073  -9.5258 < 2.2e-16 ***      
                time2000                -14.7332137   1.5476868  -9.5195 < 2.2e-16 ***      
                time2001                -14.7370956   1.5479933  -9.5201 < 2.2e-16 ***      
                time2002                -14.7428133   1.5487176  -9.5194 < 2.2e-16 ***      
                time2003                -14.7214257   1.5493161  -9.5019 < 2.2e-16 ***      
                time2004                -14.7160767   1.5500758  -9.4938 < 2.2e-16 ***      
                time2005                -14.7284332   1.5508132  -9.4972 < 2.2e-16 ***      
                time2006                -14.7490377   1.5516578  -9.5053 < 2.2e-16 ***      
                time2007                -14.7761526   1.5528969  -9.5152 < 2.2e-16 ***      
                time2008                -14.8038536   1.5535250  -9.5292 < 2.2e-16 ***      
                time2009                -14.8060288   1.5537604  -9.5292 < 2.2e-16 ***      
                time2010                -14.8303115   1.5543385  -9.5412 < 2.2e-16 ***      
                time2011                -14.8612105   1.5547387  -9.5587 < 2.2e-16 ***      
                time2012                -14.9097874   1.5550490  -9.5880 < 2.2e-16 ***      
                time2013                -14.9120424   1.5554587  -9.5869 < 2.2e-16 ***      
                time2014                -14.9312665   1.5560203  -9.5958 < 2.2e-16 ***      
                time2015                -14.9209326   1.5551890  -9.5943 < 2.2e-16 ***      
                time2016                -14.9169900   1.5558342  -9.5878 < 2.2e-16 ***      
                time2017                -14.9341111   1.5564875  -9.5948 < 2.2e-16 ***      
                time2018                -14.9502892   1.5570684  -9.6016 < 2.2e-16 ***      
                fesisAustria.2002         0.1935381   0.0169425  11.4232 < 2.2e-16 ***      
                fesisGermany.2001        -0.1374905   0.0182891  -7.5176 4.128e-13 ***      
                fesisFinland.1996        -0.1928750   0.0211932  -9.1008 < 2.2e-16 ***      
                fesisFrance.2003         -0.1004992   0.0167451  -6.0017 4.598e-09 ***      
                fesisUnitedKingdom.2000  -0.1780926   0.0176899 -10.0675 < 2.2e-16 ***      
                fesisGreece.2007          0.1192454   0.0175150   6.8082 3.923e-11 ***      
                fesisIreland.1999         0.1291933   0.0254213   5.0821 5.895e-07 ***      
                fesisIreland.2015        -0.2412340   0.0286132  -8.4309 7.421e-16 ***      
                fesisLuxembourg.2001      0.2280854   0.0212000  10.7587 < 2.2e-16 ***      
                fesisLuxembourg.2015     -0.2002461   0.0285375  -7.0170 1.063e-11 ***      
                fesisNetherlands.1998    -0.1156029   0.0186243  -6.2071 1.427e-09 ***      
                fesisPortugal.1994        0.1773738   0.0278106   6.3779 5.273e-10 ***      
                fesisPortugal.2000        0.1501882   0.0208750   7.1946 3.418e-12 ***      
                fesisSweden.2000         -0.1590114   0.0181059  -8.7823 < 2.2e-16 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   129.87  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 101.07  1 < 2.2e-16 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.04155      
                R-squared          0.99869      
                Log-lik.(n=435)  795.93262      
AR = 1

                Date: Fri Dec  2 17:30:31 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 420       
                Sample: 1 to 420       
                      
                SPECIFIC mean equation:      
                      
                                            coef   std.error  t-stat   p-value          
                ar1                   0.88528050  0.01745101 50.7295 < 2.2e-16 ***      
                lgdp                 -0.09550202  0.65163571 -0.1466 0.8835617          
                lpop                  0.23193648  1.09217937  0.2124 0.8319429          
                idBelgium             0.01258129  0.00834816  1.5071 0.1326496          
                idDenmark            -0.07858603  0.01223487 -6.4231 4.129e-10 ***      
                idFinland            -0.08173990  0.01227239 -6.6605 9.962e-11 ***      
                idFrance              0.19237473  0.03289954  5.8473 1.103e-08 ***      
                idGermany             0.21874144  0.03719684  5.8806 9.179e-09 ***      
                idGreece             -0.02586235  0.00935608 -2.7642 0.0059928 **       
                idIreland            -0.13223534  0.02515574 -5.2567 2.492e-07 ***      
                idItaly               0.17492934  0.03059866  5.7169 2.245e-08 ***      
                idLuxembourg         -0.07455192  0.04308468 -1.7304 0.0844047 .        
                idNetherlands         0.03610110  0.01108247  3.2575 0.0012285 **       
                idPortugal           -0.03069063  0.00860985 -3.5646 0.0004124 ***      
                idSpain               0.15328548  0.02526374  6.0674 3.231e-09 ***      
                idSweden             -0.01674611  0.00752376 -2.2258 0.0266351 *        
                idUnitedKingdom       0.18466267  0.03188375  5.7917 1.495e-08 ***      
                time1991             -0.01461174  0.17603789 -0.0830 0.9338940          
                time1992             -0.00287990  0.17454622 -0.0165 0.9868449          
                time1993             -0.02768901  0.18011799 -0.1537 0.8779092          
                time1994             -0.01737107  0.16886828 -0.1029 0.9181241          
                time1995             -0.02350998  0.15340681 -0.1533 0.8782831          
                time1996              0.00063190  0.13977396  0.0045 0.9963954          
                time1997             -0.01160395  0.12753633 -0.0910 0.9275536          
                time1998              0.02493804  0.10587088  0.2356 0.8139118          
                time1999              0.00750765  0.08531997  0.0880 0.9299292          
                time2000              0.00876980  0.06645549  0.1320 0.8950841          
                time2001              0.00851195  0.06247906  0.1362 0.8917086          
                time2002              0.01283366  0.05724930  0.2242 0.8227483          
                time2003              0.01988948  0.05648588  0.3521 0.7249542          
                time2004              0.02725876  0.04587865  0.5941 0.5527775          
                time2005              0.00749415  0.03906311  0.1918 0.8479677          
                time2006              0.01562216  0.02314585  0.6749 0.5001348          
                time2007              0.02020537  0.00941655  2.1457 0.0325483 *        
                time2008             -0.00805459  0.01069177 -0.7533 0.4517242          
                time2009             -0.03276626  0.02457650 -1.3332 0.1832792          
                time2010              0.00751987  0.01628200  0.4619 0.6444606          
                time2011             -0.00710563  0.00927727 -0.7659 0.4442162          
                time2012             -0.04726441  0.00907221 -5.2098 3.155e-07 ***      
                time2013             -0.00542721  0.01028975 -0.5274 0.5982071          
                time2014             -0.00993624  0.01296186 -0.7666 0.4438257          
                time2015             -0.00079057  0.01752685 -0.0451 0.9640470          
                time2016              0.01403596  0.01615144  0.8690 0.3854015          
                fesisGreece.2009      0.13363696  0.02999151  4.4558 1.111e-05 ***      
                fesisGreece.2010     -0.24313132  0.03359649 -7.2368 2.695e-12 ***      
                fesisGreece.2013      0.09814699  0.02096816  4.6808 4.024e-06 ***      
                fesisIreland.1996     0.09187789  0.01734029  5.2985 2.015e-07 ***      
                fesisIreland.2008    -0.08734939  0.01738372 -5.0248 7.880e-07 ***      
                fesisIreland.2012     0.06840130  0.01830729  3.7363 0.0002164 ***      
                fesisLuxembourg.1992 -0.11938817  0.03125344 -3.8200 0.0001566 ***      
                fesisLuxembourg.1999  0.09807897  0.01606874  6.1037 2.630e-09 ***      
                fesisLuxembourg.2006 -0.05450585  0.01434315 -3.8001 0.0001692 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value        
                Ljung-Box AR(1)   0.48169  1 0.48766        
                Ljung-Box ARCH(1) 5.47965  1 0.01924 *      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.02810      
                R-squared          0.99939      
                Log-lik.(n=420)  930.28199      

2000:2018

AR = 0

                Date: Fri Dec  2 17:30:18 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 285       
                Sample: 1 to 285       
                      
                SPECIFIC mean equation:      
                      
                                          coef std.error  t-stat   p-value          
                lgdp                  0.679439  0.070053  9.6989 < 2.2e-16 ***      
                lpop                 -0.028585  0.144830 -0.1974  0.843706          
                idBelgium             0.048730  0.033558  1.4521  0.147753          
                idDenmark            -0.505111  0.055463 -9.1072 < 2.2e-16 ***      
                idFinland            -0.321840  0.053736 -5.9892 7.540e-09 ***      
                idFrance              0.513965  0.238704  2.1531  0.032292 *        
                idGermany             0.633429  0.273361  2.3172  0.021326 *        
                idGreece             -0.047797  0.056237 -0.8499  0.396202          
                idIreland            -0.256188  0.078841 -3.2494  0.001320 **       
                idItaly               0.516216  0.230263  2.2418  0.025874 *        
                idLuxembourg         -0.046897  0.349700 -0.1341  0.893429          
                idNetherlands        -0.098679  0.079675 -1.2385  0.216721          
                idPortugal            0.135504  0.062168  2.1796  0.030245 *        
                idSpain               0.584633  0.201831  2.8966  0.004116 **       
                idSweden             -0.197843  0.019989 -9.8974 < 2.2e-16 ***      
                idUnitedKingdom       0.482743  0.235189  2.0526  0.041185 *        
                time2000             -7.661505  1.874309 -4.0876 5.925e-05 ***      
                time2001             -7.655665  1.875209 -4.0826 6.048e-05 ***      
                time2002             -7.645101  1.876064 -4.0751 6.233e-05 ***      
                time2003             -7.618190  1.877196 -4.0583 6.667e-05 ***      
                time2004             -7.619167  1.877770 -4.0576 6.687e-05 ***      
                time2005             -7.627545  1.878770 -4.0599 6.625e-05 ***      
                time2006             -7.642978  1.880013 -4.0654 6.480e-05 ***      
                time2007             -7.656913  1.881286 -4.0700 6.360e-05 ***      
                time2008             -7.682551  1.881927 -4.0823 6.055e-05 ***      
                time2009             -7.693643  1.882291 -4.0874 5.932e-05 ***      
                time2010             -7.714708  1.883091 -4.0968 5.710e-05 ***      
                time2011             -7.743734  1.883589 -4.1112 5.388e-05 ***      
                time2012             -7.798687  1.883998 -4.1394 4.804e-05 ***      
                time2013             -7.806714  1.884384 -4.1428 4.738e-05 ***      
                time2014             -7.822803  1.885162 -4.1497 4.608e-05 ***      
                time2015             -7.814795  1.884480 -4.1469 4.660e-05 ***      
                time2016             -7.807244  1.885375 -4.1410 4.774e-05 ***      
                time2017             -7.820405  1.886330 -4.1458 4.680e-05 ***      
                time2018             -7.833083  1.887177 -4.1507 4.589e-05 ***      
                fesisAustria.2013     0.108586  0.019579  5.5461 7.608e-08 ***      
                fesisGermany.2003    -0.137010  0.026605 -5.1499 5.388e-07 ***      
                fesisGermany.2012     0.100080  0.022063  4.5361 9.006e-06 ***      
                fesisGreece.2009      0.101710  0.021674  4.6926 4.506e-06 ***      
                fesisIreland.2015    -0.177689  0.030590 -5.8088 1.963e-08 ***      
                fesisLuxembourg.2004  0.163707  0.024391  6.7119 1.344e-10 ***      
                fesisLuxembourg.2015 -0.161329  0.027475 -5.8720 1.407e-08 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   93.405  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 19.584  1 9.625e-06 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03782      
                R-squared          0.99882      
                Log-lik.(n=285)  549.98699      
AR = 1

                Date: Fri Dec  2 17:30:16 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 270       
                Sample: 1 to 270       
                      
                SPECIFIC mean equation:      
                      
                                        coef  std.error  t-stat   p-value          
                ar1                0.7590600  0.0336005 22.5907 < 2.2e-16 ***      
                lgdp              -0.0799424  0.7023607 -0.1138 0.9094784          
                lpop               0.2850905  1.1772401  0.2422 0.8088617          
                idBelgium          0.0236976  0.0111861  2.1185 0.0351885 *        
                idDenmark         -0.1694091  0.0236311 -7.1689 9.829e-12 ***      
                idFinland         -0.1682512  0.0242368 -6.9420 3.774e-11 ***      
                idFrance           0.3970204  0.0589506  6.7348 1.259e-10 ***      
                idGermany          0.4146755  0.0673702  6.1552 3.229e-09 ***      
                idGreece          -0.0612337  0.0152487 -4.0157 7.988e-05 ***      
                idIreland         -0.1629918  0.0240559 -6.7755 9.953e-11 ***      
                idItaly            0.3602147  0.0544599  6.6143 2.510e-10 ***      
                idLuxembourg      -0.3058055  0.0435577 -7.0207 2.374e-11 ***      
                idNetherlands      0.0710870  0.0162048  4.3868 1.740e-05 ***      
                idPortugal        -0.0806072  0.0130102 -6.1957 2.590e-09 ***      
                idSpain            0.3164211  0.0470174  6.7299 1.295e-10 ***      
                idSweden          -0.0364646  0.0103835 -3.5118 0.0005340 ***      
                idUnitedKingdom    0.3838075  0.0567188  6.7668 1.047e-10 ***      
                time2001           0.0218539  0.0673407  0.3245 0.7458281          
                time2002           0.0284044  0.0617150  0.4603 0.6457627          
                time2003           0.0379778  0.0609098  0.6235 0.5335575          
                time2004           0.0481048  0.0495143  0.9715 0.3322862          
                time2005           0.0315242  0.0422323  0.7464 0.4561466          
                time2006           0.0361094  0.0252272  1.4314 0.1536592          
                time2007           0.0410347  0.0108454  3.7836 0.0001964 ***      
                time2008           0.0042373  0.0122275  0.3465 0.7292514          
                time2009          -0.0239444  0.0266927 -0.8970 0.3706197          
                time2010           0.0083127  0.0176629  0.4706 0.6383432          
                time2011          -0.0079485  0.0101015 -0.7869 0.4321582          
                time2012          -0.0468823  0.0098110 -4.7785 3.120e-06 ***      
                time2013          -0.0059053  0.0110911 -0.5324 0.5949276          
                time2014          -0.0109295  0.0139724 -0.7822 0.4348778          
                time2015          -0.0029540  0.0188970 -0.1563 0.8759163          
                time2016           0.0119685  0.0174145  0.6873 0.4925901          
                fesisGermany.2008  0.0527082  0.0152303  3.4607 0.0006401 ***      
                fesisGreece.2009   0.1426029  0.0333214  4.2796 2.731e-05 ***      
                fesisGreece.2010  -0.1949128  0.0332380 -5.8642 1.528e-08 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df  p-value         
                Ljung-Box AR(1)   10.787  1 0.001022 **      
                Ljung-Box ARCH(1)  1.381  1 0.239928         
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03029      
                R-squared          0.99922      
                Log-lik.(n=270)  579.08783      

Model 2

1990:2018

AR = 0

                Date: Fri Dec  2 17:30:35 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 435       
                Sample: 1 to 435       
                      
                SPECIFIC mean equation:      
                      
                                            coef   std.error   t-stat   p-value          
                lgdp                   6.8606668   0.3381221  20.2905 < 2.2e-16 ***      
                lgdp_sq               -0.1221862   0.0063396 -19.2735 < 2.2e-16 ***      
                lpop                   0.2786382   0.1319377   2.1119 0.0353513 *        
                idBelgium              0.1763162   0.0299441   5.8882 8.628e-09 ***      
                idDenmark             -0.2775012   0.0533064  -5.2058 3.178e-07 ***      
                idFinland              0.0490416   0.0467743   1.0485 0.2950902          
                idFrance               1.1200811   0.2227620   5.0282 7.664e-07 ***      
                idGermany              1.3773496   0.2565997   5.3677 1.395e-07 ***      
                idGreece              -0.0508867   0.0494664  -1.0287 0.3042727          
                idIreland             -0.2275813   0.0752137  -3.0258 0.0026495 **       
                idItaly                0.9859809   0.2151878   4.5820 6.266e-06 ***      
                idLuxembourg           0.8943936   0.3085223   2.8990 0.0039625 **       
                idNetherlands          0.1732249   0.0702632   2.4654 0.0141307 *        
                idPortugal            -0.2032395   0.0567407  -3.5819 0.0003857 ***      
                idSpain                0.6052150   0.1804230   3.3544 0.0008758 ***      
                idSweden               0.1061875   0.0208440   5.0944 5.536e-07 ***      
                idUnitedKingdom        1.0636148   0.2197890   4.8393 1.902e-06 ***      
                time1990             -90.8073204   3.9593605 -22.9348 < 2.2e-16 ***      
                time1991             -90.7773752   3.9592924 -22.9277 < 2.2e-16 ***      
                time1992             -90.7426709   3.9591792 -22.9196 < 2.2e-16 ***      
                time1993             -90.7343019   3.9592306 -22.9172 < 2.2e-16 ***      
                time1994             -90.7392994   3.9589881 -22.9198 < 2.2e-16 ***      
                time1995             -90.7438401   3.9588172 -22.9220 < 2.2e-16 ***      
                time1996             -90.7103243   3.9586037 -22.9147 < 2.2e-16 ***      
                time1997             -90.7097763   3.9584458 -22.9155 < 2.2e-16 ***      
                time1998             -90.6998827   3.9582163 -22.9143 < 2.2e-16 ***      
                time1999             -90.6873614   3.9580109 -22.9124 < 2.2e-16 ***      
                time2000             -90.6713598   3.9573637 -22.9121 < 2.2e-16 ***      
                time2001             -90.6581037   3.9571111 -22.9102 < 2.2e-16 ***      
                time2002             -90.6564652   3.9569209 -22.9109 < 2.2e-16 ***      
                time2003             -90.6251776   3.9568956 -22.9031 < 2.2e-16 ***      
                time2004             -90.6062370   3.9566200 -22.8999 < 2.2e-16 ***      
                time2005             -90.6080086   3.9563709 -22.9018 < 2.2e-16 ***      
                time2006             -90.6116366   3.9559914 -22.9049 < 2.2e-16 ***      
                time2007             -90.6154616   3.9556745 -22.9077 < 2.2e-16 ***      
                time2008             -90.6423479   3.9555552 -22.9152 < 2.2e-16 ***      
                time2009             -90.6679808   3.9559986 -22.9191 < 2.2e-16 ***      
                time2010             -90.6824033   3.9557500 -22.9242 < 2.2e-16 ***      
                time2011             -90.7074188   3.9555418 -22.9317 < 2.2e-16 ***      
                time2012             -90.7730088   3.9557328 -22.9472 < 2.2e-16 ***      
                time2013             -90.7753976   3.9557173 -22.9479 < 2.2e-16 ***      
                time2014             -90.7861361   3.9555312 -22.9517 < 2.2e-16 ***      
                time2015             -90.7754363   3.9546181 -22.9543 < 2.2e-16 ***      
                time2016             -90.7607907   3.9543597 -22.9521 < 2.2e-16 ***      
                time2017             -90.7638148   3.9540102 -22.9549 < 2.2e-16 ***      
                time2018             -90.7684615   3.9537443 -22.9576 < 2.2e-16 ***      
                fesisAustria.2002      0.1865082   0.0171255  10.8907 < 2.2e-16 ***      
                fesisGermany.2003     -0.1511210   0.0198598  -7.6094 2.215e-13 ***      
                fesisGermany.2012      0.1833446   0.0234963   7.8031 5.969e-14 ***      
                fesisSpain.1998        0.2170839   0.0200647  10.8192 < 2.2e-16 ***      
                fesisFinland.1996     -0.1276570   0.0285315  -4.4742 1.016e-05 ***      
                fesisFinland.2000     -0.0989974   0.0254382  -3.8917 0.0001176 ***      
                fesisIreland.1998      0.1347860   0.0249652   5.3990 1.187e-07 ***      
                fesisLuxembourg.2015  -0.2271063   0.0295888  -7.6754 1.420e-13 ***      
                fesisPortugal.1994     0.1706531   0.0284850   5.9910 4.863e-09 ***      
                fesisPortugal.2000     0.0944763   0.0214115   4.4124 1.335e-05 ***      
                fesisSweden.2000      -0.1167251   0.0181237  -6.4405 3.623e-10 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df   p-value          
                Ljung-Box AR(1)   162.871  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1)  87.041  1 < 2.2e-16 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.04251      
                R-squared          0.99862      
                Log-lik.(n=435)  784.99701      
AR = 1

                Date: Fri Dec  2 17:30:38 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 420       
                Sample: 1 to 420       
                      
                SPECIFIC mean equation:      
                      
                                           coef  std.error  t-stat   p-value          
                ar1                   0.8852805  0.0174510 50.7295 < 2.2e-16 ***      
                lgdp                  7.0441259  8.7670782  0.8035 0.4222191          
                lgdp_sq              -0.1057660  0.1217070 -0.8690 0.3854015          
                lpop                 -6.9828706  9.2338883 -0.7562 0.4499999          
                idBelgium             0.0125813  0.0083482  1.5071 0.1326496          
                idDenmark            -0.0785860  0.0122349 -6.4231 4.129e-10 ***      
                idFinland            -0.0817399  0.0122724 -6.6605 9.962e-11 ***      
                idFrance              0.1923747  0.0328995  5.8473 1.103e-08 ***      
                idGermany             0.2187414  0.0371968  5.8806 9.179e-09 ***      
                idGreece             -0.0258624  0.0093561 -2.7642 0.0059928 **       
                idIreland            -0.1322353  0.0251557 -5.2567 2.492e-07 ***      
                idItaly               0.1749293  0.0305987  5.7169 2.245e-08 ***      
                idLuxembourg         -0.0745519  0.0430847 -1.7304 0.0844047 .        
                idNetherlands         0.0361011  0.0110825  3.2575 0.0012285 **       
                idPortugal           -0.0306906  0.0086098 -3.5646 0.0004124 ***      
                idSpain               0.1532855  0.0252637  6.0674 3.231e-09 ***      
                idSweden             -0.0167461  0.0075238 -2.2258 0.0266351 *        
                idUnitedKingdom       0.1846627  0.0318837  5.7917 1.495e-08 ***      
                time1991             -0.2041998  0.1175847 -1.7366 0.0832911 .        
                time1992             -0.1455989  0.0953774 -1.5266 0.1277304          
                time1993             -0.1191487  0.1075236 -1.1081 0.2685352          
                time1994             -0.1181979  0.0944997 -1.2508 0.2118114          
                time1995             -0.1543421  0.0849190 -1.8175 0.0699502 .        
                time1996             -0.1565453  0.0976379 -1.6033 0.1097208          
                time1997             -0.1927053  0.1214435 -1.5868 0.1134189          
                time1998             -0.2025525  0.1810484 -1.1188 0.2639657          
                time1999             -0.2596182  0.2392287 -1.0852 0.2785302          
                time2000             -0.2917592  0.2913554 -1.0014 0.3172983          
                time2001             -0.2835872  0.2848171 -0.9957 0.3200591          
                time2002             -0.2686814  0.2768069 -0.9706 0.3323623          
                time2003             -0.2407050  0.2535008 -0.9495 0.3429775          
                time2004             -0.2294333  0.2574303 -0.8912 0.3733804          
                time2005             -0.2335346  0.2450156 -0.9531 0.3411439          
                time2006             -0.2407481  0.2760614 -0.8721 0.3837323          
                time2007             -0.2675121  0.3289162 -0.8133 0.4165641          
                time2008             -0.2947926  0.3328531 -0.8857 0.3763824          
                time2009             -0.2433248  0.2221657 -1.0952 0.2741278          
                time2010             -0.2129075  0.2410191 -0.8834 0.3776165          
                time2011             -0.2461355  0.2749697 -0.8951 0.3712991          
                time2012             -0.2634773  0.2482470 -1.0614 0.2892263          
                time2013             -0.1794958  0.1945169 -0.9228 0.3567278          
                time2014             -0.1374034  0.1374507 -0.9997 0.3181338          
                time2015             -0.0623485  0.0575048 -1.0842 0.2789726          
                fesisGreece.2009      0.1336370  0.0299915  4.4558 1.111e-05 ***      
                fesisGreece.2010     -0.2431313  0.0335965 -7.2368 2.695e-12 ***      
                fesisGreece.2013      0.0981470  0.0209682  4.6808 4.024e-06 ***      
                fesisIreland.1996     0.0918779  0.0173403  5.2985 2.015e-07 ***      
                fesisIreland.2008    -0.0873494  0.0173837 -5.0248 7.880e-07 ***      
                fesisIreland.2012     0.0684013  0.0183073  3.7363 0.0002164 ***      
                fesisLuxembourg.1992 -0.1193882  0.0312534 -3.8200 0.0001566 ***      
                fesisLuxembourg.1999  0.0980790  0.0160687  6.1037 2.630e-09 ***      
                fesisLuxembourg.2006 -0.0545058  0.0143432 -3.8001 0.0001692 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value        
                Ljung-Box AR(1)   0.48169  1 0.48766        
                Ljung-Box ARCH(1) 5.47965  1 0.01924 *      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.02810      
                R-squared          0.99939      
                Log-lik.(n=420)  930.28199      

2000:2018

AR = 0

                Date: Fri Dec  2 17:30:18 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 285       
                Sample: 1 to 285       
                      
                SPECIFIC mean equation:      
                      
                                           coef  std.error  t-stat   p-value          
                lgdp                   2.653522   0.894211  2.9674 0.0033040 **       
                lgdp_sq               -0.036841   0.016638 -2.2143 0.0277391 *        
                lpop                  -0.072383   0.145036 -0.4991 0.6181821          
                idBelgium              0.058633   0.033590  1.7455 0.0821624 .        
                idDenmark             -0.522104   0.055555 -9.3979 < 2.2e-16 ***      
                idFinland             -0.331110   0.053474 -6.1920 2.527e-09 ***      
                idFrance               0.721697   0.254715  2.8333 0.0049948 **       
                idGermany              0.881341   0.293394  3.0040 0.0029448 **       
                idGreece              -0.029739   0.056383 -0.5274 0.5983709          
                idIreland             -0.266988   0.078367 -3.4069 0.0007693 ***      
                idItaly                0.693246   0.242022  2.8644 0.0045451 **       
                idLuxembourg           0.024928   0.348438  0.0715 0.9430245          
                idNetherlands         -0.054603   0.081511 -0.6699 0.5035687          
                idPortugal             0.157716   0.062485  2.5241 0.0122419 *        
                idSpain                0.705578   0.207545  3.3996 0.0007891 ***      
                idSweden              -0.193800   0.019915 -9.7316 < 2.2e-16 ***      
                idUnitedKingdom        0.682348   0.250130  2.7280 0.0068396 **       
                time2000             -33.410452  11.776091 -2.8371 0.0049377 **       
                time2001             -33.404224  11.776059 -2.8366 0.0049455 **       
                time2002             -33.393857  11.776281 -2.8357 0.0049595 **       
                time2003             -33.367027  11.776495 -2.8334 0.0049946 **       
                time2004             -33.365663  11.775541 -2.8335 0.0049929 **       
                time2005             -33.373646  11.775521 -2.8342 0.0049826 **       
                time2006             -33.388483  11.775451 -2.8354 0.0049634 **       
                time2007             -33.402164  11.775538 -2.8366 0.0049463 **       
                time2008             -33.427094  11.775323 -2.8387 0.0049139 **       
                time2009             -33.438806  11.775657 -2.8397 0.0049003 **       
                time2010             -33.459301  11.775529 -2.8414 0.0048740 **       
                time2011             -33.487458  11.775219 -2.8439 0.0048377 **       
                time2012             -33.542964  11.775530 -2.8485 0.0047700 **       
                time2013             -33.550744  11.775481 -2.8492 0.0047603 **       
                time2014             -33.566626  11.775511 -2.8505 0.0047409 **       
                time2015             -33.555336  11.773940 -2.8500 0.0047492 **       
                time2016             -33.547276  11.773855 -2.8493 0.0047588 **       
                time2017             -33.559599  11.773631 -2.8504 0.0047429 **       
                time2018             -33.571792  11.773549 -2.8515 0.0047277 **       
                fesisAustria.2013      0.104809   0.019498  5.3753 1.798e-07 ***      
                fesisGermany.2003     -0.132503   0.026472 -5.0054 1.074e-06 ***      
                fesisGermany.2012      0.113231   0.022679  4.9927 1.139e-06 ***      
                fesisGreece.2009       0.100969   0.021505  4.6952 4.465e-06 ***      
                fesisIreland.2015     -0.195659   0.031413 -6.2285 2.068e-09 ***      
                fesisLuxembourg.2004   0.131244   0.028292  4.6389 5.738e-06 ***      
                fesisLuxembourg.2015  -0.190399   0.030253 -6.2935 1.445e-09 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   90.089  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 17.363  1 3.088e-05 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03752      
                R-squared          0.99884      
                Log-lik.(n=285)  552.75773      
AR = 1

                Date: Fri Dec  2 17:30:27 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 270       
                Sample: 1 to 270       
                      
                SPECIFIC mean equation:      
                      
                                       coef std.error  t-stat   p-value          
                ar1                0.759060  0.033600 22.5907 < 2.2e-16 ***      
                lgdp               6.008055  9.452181  0.6356 0.5256411          
                lgdp_sq           -0.090187  0.131224 -0.6873 0.4925901          
                lpop              -5.867013  9.955600 -0.5893 0.5562166          
                idBelgium          0.023698  0.011186  2.1185 0.0351885 *        
                idDenmark         -0.169409  0.023631 -7.1689 9.829e-12 ***      
                idFinland         -0.168251  0.024237 -6.9420 3.774e-11 ***      
                idFrance           0.397020  0.058951  6.7348 1.259e-10 ***      
                idGermany          0.414675  0.067370  6.1552 3.229e-09 ***      
                idGreece          -0.061234  0.015249 -4.0157 7.988e-05 ***      
                idIreland         -0.162992  0.024056 -6.7755 9.953e-11 ***      
                idItaly            0.360215  0.054460  6.6143 2.510e-10 ***      
                idLuxembourg      -0.305806  0.043558 -7.0207 2.374e-11 ***      
                idNetherlands      0.071087  0.016205  4.3868 1.740e-05 ***      
                idPortugal        -0.080607  0.013010 -6.1957 2.590e-09 ***      
                idSpain            0.316421  0.047017  6.7299 1.295e-10 ***      
                idSweden          -0.036465  0.010383 -3.5118 0.0005340 ***      
                idUnitedKingdom    0.383808  0.056719  6.7668 1.047e-10 ***      
                time2001          -0.227220  0.307167 -0.7397 0.4602051          
                time2002          -0.211645  0.298544 -0.7089 0.4790769          
                time2003          -0.184232  0.273436 -0.6738 0.5011245          
                time2004          -0.170778  0.277688 -0.6150 0.5391522          
                time2005          -0.174002  0.264326 -0.6583 0.5110012          
                time2006          -0.182499  0.297792 -0.6128 0.5405775          
                time2007          -0.204303  0.354760 -0.5759 0.5652419          
                time2008          -0.240266  0.359015 -0.6692 0.5040046          
                time2009          -0.203489  0.239680 -0.8490 0.3967490          
                time2010          -0.179647  0.259963 -0.6910 0.4902210          
                time2011          -0.211771  0.296542 -0.7141 0.4758561          
                time2012          -0.231248  0.267707 -0.8638 0.3885757          
                time2013          -0.154334  0.209729 -0.7359 0.4625442          
                time2014          -0.119621  0.148200 -0.8072 0.4203939          
                time2015          -0.055445  0.061999 -0.8943 0.3720898          
                fesisGermany.2008  0.052708  0.015230  3.4607 0.0006401 ***      
                fesisGreece.2009   0.142603  0.033321  4.2796 2.731e-05 ***      
                fesisGreece.2010  -0.194913  0.033238 -5.8642 1.528e-08 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df  p-value         
                Ljung-Box AR(1)   10.787  1 0.001022 **      
                Ljung-Box ARCH(1)  1.381  1 0.239928         
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03029      
                R-squared          0.99922      
                Log-lik.(n=270)  579.08783      

Tabset Multiple Results Automatically with DataTable

The second option generates a results table using DT::datatable instead. To display the header and footer information I used the same spacing method as in the previous chunk. This could certainly be improved.

Model 1

1990:2018

AR = 0

                Date: Fri Dec  2 17:30:35 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 435       
                Sample: 1 to 435       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   129.87  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 101.07  1 < 2.2e-16 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.04155      
                R-squared          0.99869      
                Log-lik.(n=435)  795.93262      
AR = 1

                Date: Fri Dec  2 17:30:31 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 420       
                Sample: 1 to 420       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value        
                Ljung-Box AR(1)   0.48169  1 0.48766        
                Ljung-Box ARCH(1) 5.47965  1 0.01924 *      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.02810      
                R-squared          0.99939      
                Log-lik.(n=420)  930.28199      

2000:2018

AR = 0

                Date: Fri Dec  2 17:30:18 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 285       
                Sample: 1 to 285       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   93.405  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 19.584  1 9.625e-06 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03782      
                R-squared          0.99882      
                Log-lik.(n=285)  549.98699      
AR = 1

                Date: Fri Dec  2 17:30:16 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 270       
                Sample: 1 to 270       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df  p-value         
                Ljung-Box AR(1)   10.787  1 0.001022 **      
                Ljung-Box ARCH(1)  1.381  1 0.239928         
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03029      
                R-squared          0.99922      
                Log-lik.(n=270)  579.08783      

Model 2

1990:2018

AR = 0

                Date: Fri Dec  2 17:30:35 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 435       
                Sample: 1 to 435       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df   p-value          
                Ljung-Box AR(1)   162.871  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1)  87.041  1 < 2.2e-16 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.04251      
                R-squared          0.99862      
                Log-lik.(n=435)  784.99701      
AR = 1

                Date: Fri Dec  2 17:30:38 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 420       
                Sample: 1 to 420       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value        
                Ljung-Box AR(1)   0.48169  1 0.48766        
                Ljung-Box ARCH(1) 5.47965  1 0.01924 *      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.02810      
                R-squared          0.99939      
                Log-lik.(n=420)  930.28199      

2000:2018

AR = 0

                Date: Fri Dec  2 17:30:18 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 285       
                Sample: 1 to 285       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df   p-value          
                Ljung-Box AR(1)   90.089  1 < 2.2e-16 ***      
                Ljung-Box ARCH(1) 17.363  1 3.088e-05 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03752      
                R-squared          0.99884      
                Log-lik.(n=285)  552.75773      
AR = 1

                Date: Fri Dec  2 17:30:27 2022       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 270       
                Sample: 1 to 270       
               Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df  p-value         
                Ljung-Box AR(1)   10.787  1 0.001022 **      
                Ljung-Box ARCH(1)  1.381  1 0.239928         
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                                                
                SE of regression   0.03029      
                R-squared          0.99922      
                Log-lik.(n=270)  579.08783      

Model Overview

Two possible methods of generating the model comparison plot:
1. For simplicity here, I use ggplot_build() which returns the data underlying a ggplot object.
2. Use the code in getspanel to generate the same dataframes as used in plot_grid. Ideally, if implemented in getspanel this would be the approach.

Warning: I have yet to implement exhaustive warnings for incorrectly passed data frames (ie. no duplicate identifiers). Take care to ensure the df passed has unique identifying information (model name as “model” and dependent variable as “dep”, if applicable).

Model Overview

by country

by model

by outcome variable (ind. country)

Note: Given I have specified na.rm = TRUE in the plot_country function, countries(dependent variables) for which there is no effect found in any of the models do not appear as a tab(panel) below.

Austria

Finland

France

Germany

Greece

Ireland

Italy

Luxembourg

Netherlands

Portugal

Spain

Sweden

UnitedKingdom